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[amibroker] Re: how do i calculate slope of a ma?



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--- In amibroker@xxxxxxxxxxxxxxx, "jwilsonp2a" <jimnwilson@xxxx> 
wrote:
> j,
> 
> If you want the slope based on the value today and yesterday, I 
> would use MA(close,x)-MA(ref(close,-1),x), where x is the length of 
> the moving average. This is the old "rise over run" from algebra. 
> However, you should normalize this value if you want to compare it 
> to something else. Say stock A has a MA that was 100 yesterday and 
> 105 today. The slope would be 5. Stock B has a MA that was 10 
> yesterday and 10.5 today. The slope would be 0.5. But both changed 
> by the same percentage. So you could divide both values by the MA 
> yesterday, then both would be 0.05, the same "slope".
> 
> Maybe one of the experts out there could clarify one thing:
> 
> Is MA(ref(close,-1),x) the same as ref(MA(close,x),-1) ?

Jim,
you donīt need the experts, your IndBuilder may answer the question

x=30; 
x1=MA(Ref(Close,-1),x) ; x2=Ref(MA(Close,x),-1);
Plot(x1,"",colorBlack,1);Plot(x2,"",colorRed,8);

As for the slope, I often use the following 

MaxGraph = 8;
K=EMA((H+L+C)/3,10);
S1=2*(K-Ref(K,-1))/(K+Ref(K,-1));
RS=100+1000*EMA(S1,3);
Graph0=RS;Graph0Style=1;
Graph0Color=7;
Graph1=110;
Graph2=90;
Graph2Style=1;
Graph3=120;
Graph4=80;
Graph2Color=Graph4Color=4;
Graph1Color=Graph3Color=5;
Title="R S = "+WriteVal(rs-10,format=1.2)+
" ("+WriteVal(Ref(rs-10,-1),format=1.2)+")";
Graph5=100;
Graph5Style=8;
Graph5BarColor=1;
x = Cum(1);
per = 1;
s1=rs;
s11=rs;
pS = TroughBars( s1, per, 1 ) == 0;
endt= LastValue(ValueWhen( pS, x, 1 ));
startt=LastValue(ValueWhen( pS, x, 2 ));
dtS =endt-startt;
endS = LastValue(ValueWhen( pS, s1, 1 ) );
startS = LastValue( ValueWhen( pS, s1, 2  ));
aS = (endS-startS)/dtS;
bS = endS;
trendlineS = aS * ( x  -endt ) + bS; 
Graph6 = IIf(x>startt-10,trendlineS,-1e10);
Graph6Style = 1;Graph6BarColor = IIf(as>0,5,4);
pR = PeakBars( s11, per, 1 ) == 0;
endt1= LastValue(ValueWhen( pR, x, 1 ));
startt1=LastValue(ValueWhen( pR, x, 2 ));
dtR =endt1-startt1;
endR = LastValue(ValueWhen( pR, s11, 1 ) );
startR = LastValue( ValueWhen( pR, s11, 2  ));
aR = (endR-startR)/dtR;
bR = endR;
trendlineR = aR * ( x  -endt1 ) + bR; 
Graph7 = IIf(x>startT1-10,trendlineR,-1e10);
Graph7Style = 1;Graph7BarColor = IIf(Ar>0,5,4);

Dimitris Tsokakis

> 
> For the buyprice question, it would be buyprice=MA(close,x)-0.25;
> 
> Hope that helps,
> 
> Jim
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "jaykwok425" <jaykwok@xxxx> wrote:
> > 2 Questions:
> > 
> > 1) How do I calculate the slope of a moving average?
> > 
> > 2) How would I set buyprice to be 1 tick under a moving average 
> > (assuming ticksize = 0.25)?
> > 
> > Thanks for answering my newbie questions,
> > 
> > j


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